+59.2%
PFGC vs CNI
+18.7%
+40.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.1% |
| 7D | -4.8% | -1.1% | -3.7% | -4.4% |
| 30D | -17.2% | -3.5% | -13.7% | -16.1% |
| 3M | -6.3% | +2.2% | -8.6% | -7.4% |
| 6M | +8.8% | +15.1% | -6.3% | +1.9% |
| YTD | +4.9% | +24.7% | -19.8% | -4.9% |
| 1Y | -9.5% | +33.4% | -42.9% | -20.6% |
| All | +59.2% | +18.7% | +40.5% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling